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I was wondering if anyone has implemented the Central Path Cutting Plane algorithm based on Chebyshev centres by Beltran et al. for SDDP.jl. I was going to have a go at a new ForwardPass but wanted to make sure that it is not implemented anywhere yet.
Thanks a lot
Felix
The text was updated successfully, but these errors were encountered:
Hi Oscar,
I was wondering if anyone has implemented the Central Path Cutting Plane algorithm based on Chebyshev centres by Beltran et al. for SDDP.jl. I was going to have a go at a new ForwardPass but wanted to make sure that it is not implemented anywhere yet.
Thanks a lot
Felix
The text was updated successfully, but these errors were encountered: